+48.4%
IR vs DECK
+25.5%
+22.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.2% |
| 30D | -15.1% | -13.6% | -1.5% | -11.4% |
| 3M | +6.1% | -21.2% | +27.3% | +13.5% |
| 6M | -16.8% | -21.1% | +4.3% | -11.2% |
| YTD | -3.5% | -17.2% | +13.7% | +0.6% |
| 1Y | -3.5% | -30.7% | +27.3% | +5.3% |
| 3Y | +9.5% | -3.4% | +12.8% | -1.2% |
| All | +48.4% | +25.5% | +22.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling